+3,437.7%
GD vs RMBS
+1,155.2%
+2,282.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.0% | -7.6% | -1.1% |
| 7D | -5.0% | -12.0% | +7.0% | -4.2% |
| 30D | +8.9% | -33.1% | +42.1% | +11.8% |
| 3M | -8.0% | -23.7% | +15.7% | -6.7% |
| 6M | +2.9% | -42.7% | +45.6% | +5.7% |
| YTD | +7.1% | -18.9% | +26.0% | +6.0% |
| 1Y | +5.9% | -30.0% | +35.9% | +5.9% |
| 3Y | +53.9% | +28.8% | +25.0% | +43.3% |
| 5Y | +95.4% | +210.5% | -115.1% | +68.0% |
| 10Y | +193.5% | +524.7% | -331.2% | +137.1% |
| All | +3,437.7% | +1,155.2% | +2,282.5% | +2,108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RMBS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling